Vulcan Materials Company (VMC) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to VMC's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 8.47%.   Win rate: 100%.   Sharpe Ratio: 5.584.   Maximum drawdown: -24.34% on 18 March 2020.
Mean CAGR: 91.18%. Time in market: 699 days.   Hypothetical return: $1000 would be worth $1372.98 on 11 August 2022.
Key: change_history : profitable trade change_history : breakeven trade (minimal loss after 2 years) change_history : losing trade (not profitable in a 2 year timeframe)


*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.

Calculations for Vulcan Materials

Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.

Expectancy calculation for 7 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (100% * 8.47%) + (0% * 0%) - (0% * 0%) = 8.47%.
Wins: 7 Breakevens: 0 Losses: 0

To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.

The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.

Vulcan Materials Analysis

Market sector: Industrials.

External links: Seeking Alpha Research, Zacks Research.

These links may show useful information about why a stock's price has fallen significantly.

Most Recent Buy Signals
Date Signal Type Scores Performance
Signal Sector WR Speed Risk Overall 5% 6% 7.5%
31 July 2026 Mega Dump Lite 38 54 100 90 71 52 schedule schedule schedule
30 July 2026 Gap Down 34 53 100 90 71 48 schedule schedule schedule
29 June 2026 Mega Dump Lite 48 59 100 89 74 60 schedule schedule schedule
08 June 2026 Gap Down 41 71 100 89 73 58 schedule schedule schedule
26 May 2026 Mega Dump Lite 42 77 100 89 73 60 select_check_box electric_boltelectric_boltelectric_bolt schedule schedule
04 May 2026 Gap Down 36 76 100 87 73 55 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
30 April 2026 Gap Up 43 84 100 87 73 63 schedule schedule schedule
24 March 2026 Mega Dump Lite 46 88 100 86 73 66 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
23 March 2026 Double Seven 52 87 100 86 73 70 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
23 March 2026 Rate of Change 74 87 100 86 73 85 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt

52 Week Low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 52 week low entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.

Key:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = profit point achieved but CAGR was less than 5%.

Date Buy Signal Price Scores Performance (mouseover for details)
Signal Sector WR Speed Risk Overall 5% 6% 7.5% 10% 20%
07 March 2025 52 Week Low $ 226.56 67 67 100 67 75 73 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
13 June 2022 52 Week Low $ 152.48 91 94 100 64 68 95 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
10 May 2022 52 Week Low $ 163.64 96 85 100 68 75 95 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
12 March 2020 52 Week Low $ 108.74 98 97 100 76 87 100 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
15 October 2018 52 Week Low $ 97.98 65 86 100 80 86 78 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
11 September 2018 52 Week Low $ 105.93 25 74 100 72 78 44 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box electric_bolt
10 August 2018 52 Week Low $ 109.04 19 76 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
03 April 2018 52 Week Low $ 109.93 58 82 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box

 

The data for Vulcan Materials Company (exchange: XNYS symbol: VMC) was last updated 13 Aug 2026 07:30. Data for this stock is available from 01 Apr 2016 - 12 Aug 2026.